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Stochastic evolution inclusions

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Bocharov2010.pdf (694.2Kb)
Date
2010
Author
Bocharov, Boris
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Abstract
This work is concerned with an evolution inclusion of a form, in a triple of spaces \V -> H -> V*", where U is a continuous non-decreasing process, M is a locally square-integrable martingale and the operators A (multi-valued) and B satisfy some monotonicity condition, a coercivity condition and a condition on growth in u. An existence and uniqueness theorem is proved for the solutions, using semi-implicit time-discretization schemes. Examples include evolution equations and inclusions driven by square integrable Levy martingales.
URI
http://hdl.handle.net/1842/3772
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  • Mathematics thesis and dissertation collection

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